no code implementations • 6 Mar 2022 • Matthew Harding, Carlos Lamarche, Chris Muris
In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models.
no code implementations • 9 Feb 2022 • Matthew Harding, Gabriel F. R. Vasconcelos
We show that it is possible to find machine learning algorithms that can replicate the behavior of the bank managers.
no code implementations • 5 Nov 2021 • Giacomo De Giorgi, Matthew Harding, Gabriel Vasconcelos
Data on hundreds of variables related to individual consumer finance behavior (such as credit card and loan activity) is routinely collected in many countries and plays an important role in lending decisions.
no code implementations • 9 Aug 2018 • Matthew Harding, Carlos Lamarche
In the second step, standard panel quantile methods are employed on a subset of weighted observations.
no code implementations • 18 Aug 2015 • Changwei Hu, Piyush Rai, Changyou Chen, Matthew Harding, Lawrence Carin
We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massive tensors.